For a coven start, the first thing you want to do is get a haemonculus and a box of wracks.
This gets you started not only with how your models will look like, how you'll need to paint the, etc. But also gives the base for a detachment.
From there, I personally went for a talos, followed by another, but you may want to go the different route.
Your best bet would be grotesques or a talos, as that gives the damage and survivability than coven is famed for, and also expands the detachment.
From there, just continue getting what models you want, depending if you want more wracks, grots, or heavy support. Eventually you'll probably want to get another haemonculus or Urien, but that won't be from the get-go.
~Kabal of the Black Dawn
~Coven of the Dark Heaven